winter 2006 s230_test5sol

# winter 2006 s230_test5sol - STAT 230 Test#5 3:30 4:15 p.m...

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Test # 5 March 22 , 2006 3 : 30 4 : 15 p . m . Name : SI . D : UWUserid : Mark / 30 Circle your instructor and time slot : 1 . McLeish ( 10 : 30 ) 2 . Zhu ( 12 : 30 ) 3 . Drekic ( 1 : 30 ) [ 10 ] 1 . A continuous random variable X is said to have a Pareto distribution if it has probability density function of the form f x c x 1 ; x c 0 ; otherwise for parameters c 0and 0. This distribution has many applications such as modeling the amount of insurance claims above a threshold value. a . Find the cumulative distribution function F x of X . F x c x c u 1 du c u | c x 1 c x , x c 0, for x c b . Let Y be a (uniform) U 0,1 random variable. Find a function g Y of Y so that X g Y has the probability density function f x given above. g

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winter 2006 s230_test5sol - STAT 230 Test#5 3:30 4:15 p.m...

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